stable/freqtrade/exchange/__init__.py

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# pragma pylint: disable=W0603
""" Cryptocurrency Exchanges support """
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import enum
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import logging
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from random import randint
from threading import RLock
from typing import List, Dict, Any, Optional
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import arrow
import requests
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from cachetools import cached, TTLCache
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from freqtrade import OperationalException
from freqtrade.exchange.bittrex import Bittrex
from freqtrade.exchange.interface import Exchange
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logger = logging.getLogger(__name__)
lock = RLock()
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# Current selected exchange
_API: Exchange = None
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_CONF: dict = {}
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# Holds all open sell orders for dry_run
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_DRY_RUN_OPEN_ORDERS: Dict[str, Any] = {}
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class Exchanges(enum.Enum):
"""
Maps supported exchange names to correspondent classes.
"""
BITTREX = Bittrex
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def init(config: dict) -> None:
"""
Initializes this module with the given config,
it does basic validation whether the specified
exchange and pairs are valid.
:param config: config to use
:return: None
"""
global _CONF, _API
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_CONF.update(config)
if config['dry_run']:
logger.info('Instance is running with dry_run enabled')
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exchange_config = config['exchange']
# Find matching class for the given exchange name
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name = exchange_config['name']
try:
exchange_class = Exchanges[name.upper()].value
except KeyError:
raise OperationalException('Exchange {} is not supported'.format(name))
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_API = exchange_class(exchange_config)
# Check if all pairs are available
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validate_pairs(config['exchange']['pair_whitelist'])
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def validate_pairs(pairs: List[str]) -> None:
"""
Checks if all given pairs are tradable on the current exchange.
Raises OperationalException if one pair is not available.
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:param pairs: list of pairs
:return: None
"""
try:
markets = _API.get_markets()
except requests.exceptions.RequestException as e:
logger.warning('Unable to validate pairs (assuming they are correct). Reason: %s', e)
return
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stake_cur = _CONF['stake_currency']
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for pair in pairs:
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if not pair.startswith(stake_cur):
raise OperationalException(
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'Pair {} not compatible with stake_currency: {}'.format(pair, stake_cur)
)
if pair not in markets:
raise OperationalException(
'Pair {} is not available at {}'.format(pair, _API.name.lower()))
def buy(pair: str, rate: float, amount: float) -> str:
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if _CONF['dry_run']:
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global _DRY_RUN_OPEN_ORDERS
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order_id = 'dry_run_buy_{}'.format(randint(0, 10**6))
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_DRY_RUN_OPEN_ORDERS[order_id] = {
'pair': pair,
'rate': rate,
'amount': amount,
'type': 'LIMIT_BUY',
'remaining': 0.0,
'opened': arrow.utcnow().datetime,
'closed': arrow.utcnow().datetime,
}
return order_id
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return _API.buy(pair, rate, amount)
def sell(pair: str, rate: float, amount: float) -> str:
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if _CONF['dry_run']:
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global _DRY_RUN_OPEN_ORDERS
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order_id = 'dry_run_sell_{}'.format(randint(0, 10**6))
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_DRY_RUN_OPEN_ORDERS[order_id] = {
'pair': pair,
'rate': rate,
'amount': amount,
'type': 'LIMIT_SELL',
'remaining': 0.0,
'opened': arrow.utcnow().datetime,
'closed': arrow.utcnow().datetime,
}
return order_id
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return _API.sell(pair, rate, amount)
def get_balance(currency: str) -> float:
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if _CONF['dry_run']:
return 999.9
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return _API.get_balance(currency)
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def get_balances():
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if _CONF['dry_run']:
return []
return _API.get_balances()
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def get_ticker(pair: str) -> dict:
return _API.get_ticker(pair)
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@cached(TTLCache(maxsize=100, ttl=30), lock=lock)
def get_ticker_history(pair: str, tick_interval: Optional[int] = 5) -> List[Dict]:
return _API.get_ticker_history(pair, tick_interval)
def cancel_order(order_id: str) -> None:
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if _CONF['dry_run']:
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return
return _API.cancel_order(order_id)
def get_order(order_id: str) -> Dict:
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if _CONF['dry_run']:
order = _DRY_RUN_OPEN_ORDERS[order_id]
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order.update({
'id': order_id
})
return order
return _API.get_order(order_id)
def get_pair_detail_url(pair: str) -> str:
return _API.get_pair_detail_url(pair)
def get_markets() -> List[str]:
return _API.get_markets()
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def get_market_summaries() -> List[Dict]:
return _API.get_market_summaries()
def get_name() -> str:
return _API.name
def get_fee() -> float:
return _API.fee
def get_wallet_health() -> List[Dict]:
return _API.get_wallet_health()